+238.8%
EQX vs CPB
-14.8%
+253.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | +7.8% | -7.1% | +14.8% | +8.5% |
| 3M | +21.3% | -6.0% | +27.4% | +21.9% |
| 6M | -22.4% | -5.3% | -17.2% | -22.2% |
| YTD | -11.3% | -20.8% | +9.5% | -9.2% |
| 1Y | +13.5% | -33.8% | +47.4% | +18.5% |
| 3Y | +162.1% | -43.7% | +205.9% | +174.8% |
| 5Y | +84.2% | -40.7% | +124.9% | +90.6% |
| All | +238.8% | -14.8% | +253.6% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling